A combination of time-scale calculus and a cross-validation technique used in fitting and evaluating fractional models.
Amera AlmusharffNgoc NguyenPublished in: Appl. Math. Lett. (2012)
Keyphrases
- cross validation
- model selection
- parameter estimation
- cross validated
- unseen data
- regression problems
- hyperparameters
- support vector
- variable selection
- error estimates
- information criterion
- leave one out cross validation
- generalization error
- training set
- statistical model
- probabilistic model
- active learning
- prior knowledge
- data sets